Man pages for fitHeavyTail
Mean and Covariance Matrix Estimation under Heavy Tails

fit_CauchyEstimate parameters of a multivariate elliptical distribution...
fitHeavyTail-packagefitHeavyTail: Mean and Covariance Matrix Estimation under...
fit_mvstEstimate parameters of a multivariate (generalized...
fit_mvtEstimate parameters of a multivariate Student's t...
fit_TylerEstimate parameters of a multivariate elliptical distribution...
nu_OPP_estimatorEstimate the degrees of freedom of a heavy-tailed t...
nu_POP_estimatorEstimate the degrees of freedom of a heavy-tailed t...
fitHeavyTail documentation built on May 1, 2023, 5:21 p.m.